In case that sounds complicated, it's not, and there's an excellent animation explaining how to do it on the website. There's no need to install the game, it works straight from the card, and it allows N-Gagers to legally place all their games on one MMC so they can carry their entire collection with them.
This is nothing to do with the Next Gen N-Gage gaming service (arriving on 3rd Edition Symbian S60 smartphones in the first half of 2007), but rather a stopgap solution to allow current generation N-Gage owners to obtain games easily. At the moment, mail order is the only realistic way for most people to buy current gen N-Gage games, so a legal download option is very welcome. It's a shame the prices are so high (€20 to €30), presumably Nokia is reluctant to undercut shops like Amazon that are still selling the physical games.
The Next Gen service will be a world away from this stopgap, with downloads being done entirely behind the scenes after the user has chosen which game to buy, and downloads will be available straight onto phones through 3G or Wi-Fi as well as through a PC.